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Course Errors Found in 2021 Study Materials P1.T1. Foundations

Nicole Seaman

Chief Admin Officer
Staff member
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Please use this new thread to let David and I know about any errors, missing/broken links, etc. that you find in the 2021 materials that are published in the study planner under P1.T1. Foundations of Risk. This will keep our forum much more organized. We appreciate your cooperation! :)

PLEASE NOTE: Our Practice Question sets already have links to their specific forum threads where you can post about any errors that you find. This thread is for any other materials (notes, spreadsheets, videos, etc.) where you might find errors.

Information needed for us to correct errors:

  • Reading
  • Page number
  • Error
 

bollengc

New Member
Subscriber
hello Nicole and David,
thanks for all the work you are doing, it is really helpful.

I might have noticed a small typo (or part that requires enhancement for more clarity) in T1-FRM-5-Ch5-MPT-CAPM-v3.4
Page 26 - related to the example -> worksheet might need a small update as well.

I would put ex-post next to the Sharpe ratio, as I understand the sample data has been used to compute that Sharpe ratio (and we could use the assumption to compute the ex-ante ratio)
Realized (ex ante) TE -> this is in fact the ex post if I am not mistaken. (the ex ante is given by 2nd line Exp. tracking error)

Please let me know if I misunderstood something.
thanks,
Camille
 

Nicole Seaman

Chief Admin Officer
Staff member
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